Pages that link to "Item:Q340490"
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The following pages link to Investment timing under hybrid stochastic and local volatility (Q340490):
Displaying 7 items.
- A numerical method to estimate the parameters of the CEV model implied by American option prices: evidence from NYSE (Q508291) (← links)
- Pricing perpetual American options under multiscale stochastic elasticity of variance (Q728150) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Pricing of vulnerable options under hybrid stochastic and local volatility (Q2137228) (← links)
- On the investment-uncertainty relationship in a real option model with stochastic volatility (Q2637406) (← links)
- Strategic investment decisions under fast mean-reversion stochastic volatility (Q2862421) (← links)
- (Q6168686) (← links)